Instability of networks: effects of sampling frequency and extreme fluctuations in financial data

ABSTRACT: What determines the stability of networks inferred from dynamical behavior of a system? Internal and external shocks in a system can destabilize the topological properties of comovement networks. In real-world data, this creates a trade-off between identification of turbulent periods and t...

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Detalles Bibliográficos
Autores principales: Bhachech, Jalshayin, Chakrabarti, Arnab, Kaizoji, Taisei, Chakrabarti, Anindya S.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Regular Article - Statistical and Nonlinear Physics
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9035503/
https://www.ncbi.nlm.nih.gov/pubmed/35496353
http://dx.doi.org/10.1140/epjb/s10051-022-00332-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9035503/
https://www.ncbi.nlm.nih.gov/pubmed/35496353
http://dx.doi.org/10.1140/epjb/s10051-022-00332-x

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